BVT Call 480 MA 15.11.2024
/ DE000VC290D3
BVT Call 480 MA 15.11.2024/ DE000VC290D3 /
| 2024-10-18 8:26:21 AM |
Chg.+0.03 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.68EUR |
+0.82% |
-
Bid Size: - |
-
Ask Size: - |
MasterCard Incorpora... |
480.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
VC290D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-04 |
| Last trading day: |
2024-11-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
3.34 |
| Time value: |
0.56 |
| Break-even: |
480.67 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
0.78% |
| Delta: |
0.81 |
| Theta: |
-0.24 |
| Omega: |
9.91 |
| Rho: |
0.26 |
Quote data
| Open: |
3.68 |
| High: |
3.68 |
| Low: |
3.68 |
| Previous Close: |
3.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.64% |
| 1 Month |
|
|
+32.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.68 |
2.81 |
| 1M High / 1M Low: |
3.68 |
1.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
